-18.4%
GRAB vs WYNN
-5.1%
-13.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -10.8% | -4.2% | -6.6% | -9.7% |
| 30D | -15.5% | -14.6% | -0.9% | -11.8% |
| 3M | -9.0% | -18.4% | +9.5% | -3.9% |
| 6M | -21.6% | -11.9% | -9.7% | -19.0% |
| YTD | -38.9% | -26.6% | -12.3% | -34.0% |
| 1Y | -44.8% | -28.5% | -16.3% | -40.4% |
| 3Y | -18.4% | -5.1% | -13.3% | -23.6% |
| All | -18.4% | -5.1% | -13.4% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling